0.18Open0.15Pre Close1.77K Volume12.31K Open Interest10.50Strike Price32.77KTurnover30.79%IV0.94%PremiumOct 25, 2024Expiry Date0.10Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.6236Delta1.0683Gamma53.00Leverage Ratio-0.0173Theta0.0008Rho33.05Eff Leverage0.0044Vega